+247.2%
AMAT vs PEG
+35.8%
+211.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | -2.4% | -12.4% | -14.1% |
| 3M | -9.3% | -4.8% | -4.5% | -8.1% |
| 6M | +27.4% | -10.7% | +38.1% | +32.0% |
| YTD | +77.6% | -6.7% | +84.2% | +80.8% |
| 1Y | +188.9% | -6.8% | +195.8% | +193.6% |
| 3Y | +202.3% | +34.5% | +167.8% | +167.7% |
| All | +247.2% | +35.8% | +211.4% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling